+603.5%
ELMD vs SPY
+844.6%
-241.1%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.6% |
| 7D | -5.4% | +0.1% | -5.5% | -5.5% |
| 30D | -33.1% | +0.1% | -33.2% | -33.2% |
| 3M | -23.7% | +2.0% | -25.7% | -24.8% |
| 6M | +15.3% | +13.0% | +2.3% | +7.0% |
| YTD | -3.8% | +13.5% | -17.4% | -11.0% |
| 1Y | +12.4% | +20.0% | -7.6% | +0.6% |
| 3Y | +178.9% | +77.2% | +101.7% | +98.0% |
| 5Y | +105.0% | +81.9% | +23.1% | +40.5% |
| 10Y | +419.5% | +314.1% | +105.4% | +118.6% |
| All | +603.5% | +844.6% | -241.1% | +129.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling